VWAP
From Open Risk Manual
Definition
VWAP. Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day. MDDL
Disclaimer
This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.
Facts about "VWAP"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/MD/EquityTemporal/EquityPricing/index-en.html + |
